What is this spring?

[rprosperi]

Almost certainly it's one of the small black spring clips from the battery holder, that should mount on the walls between the cell slots, designed to apply pressure/friction on the N cells to hold them in place when installed in the battery holder.

Many people have never even noticed they are there. There are 2 per holder, look at yours carefully (w/batteries removed) and you'll see where it goes, usually just clipped in place. If it was bent too "wide" somehow, just crimp it slightly with needle nose pliers and it should clip back in place and stay there.